When the law enforcement dropped in, Joseph was on the other side of the roof of the trainstation.
With none of the law enforcement landing on the roof, but simply dropping through, he guessed he was not spotted yet, giving him a bit of time to recharge even more.

A bit later Mr. Leidner heard the flashbang grenades going off, however as he was on the roof, he could not see who had thrown them, but was also protected from the bright flash. Regardless who threw them, it meant the situation either already has or will shortly escalate, which would be bad for him in any case.

Thus, Joseph began to hop from roof to roof towards his hotel using his ability to fly, emphasizing speed on the first few hops to get to a relatively safe distance. The flashbangs from another direction should also provide enough of a distraction.

If he was sure his escape was not noticed, he would stop after a couple of hops to look back and observe the scene unfold.